deribit_iv_rv_zscore_fade_long · strategy

closed trades

48%

win rate

-210.24

total pnl ($)

0.699

weight

7d window — n=22 wr=45% pnl=-83.06 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 95 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 18:14	BTC	Buy	60119→60482	+2.49	timeout
06-29 11:45	BTC	Buy	59734→59846	+0.41	timeout
06-29 03:38	BTC	Buy	59905→59910	-0.41	timeout
06-28 20:39	BTC	Buy	60438→59662	-6.87	timeout
06-28 11:46	BTC	Buy	60011→60247	+1.49	timeout
06-28 05:41	BTC	Buy	60574→59891	-6.09	timeout
06-27 07:42	BTC	Buy	59922→60409	+3.61	timeout
06-27 01:28	BTC	Buy	58886.9→59953	+8.60	timeout
06-26 19:19	BTC	Buy	60572→59957	-5.59	timeout
06-26 13:00	BTC	Buy	59655→59163	-4.60	timeout
06-26 06:54	BTC	Buy	59498→60254	+5.90	timeout
06-25 13:53	BTC	Buy	61309.1→58783.7	-21.04	stop_loss
06-25 13:51	BTC	Buy	61716.1→59209.4	-20.73	stop_loss
06-25 12:48	BTC	Buy	60764→61343.9	+4.33	timeout
06-25 06:42	BTC	Buy	59476→61706.9	+18.32	timeout
06-24 15:56	BTC	Buy	62823.1→60273.8	-20.74	stop_loss
06-24 15:56	BTC	Buy	62830.1→60278.8	-20.75	stop_loss
06-24 06:21	BTC	Buy	62345.1→62765.9	+2.90	timeout
06-24 00:08	BTC	Buy	62459.1→62796.9	+2.26	timeout
06-23 17:52	BTC	Buy	63423.2→62453.9	-8.09	timeout
06-23 07:21	BTC	Buy	64418.2→63033.8	-11.21	timeout
06-23 01:17	BTC	Buy	65079.3→64191.8	-7.26	timeout
06-22 19:17	BTC	Buy	64183.2→64331.8	+0.68	timeout
06-22 13:13	BTC	Buy	63858.2→65141.7	+9.53	timeout
06-22 07:08	BTC	Buy	64143.2→64064.8	-1.07	timeout
06-22 01:08	BTC	Buy	64132.2→63908.8	-2.23	timeout
06-21 19:01	BTC	Buy	64276.2→64195.8	-1.05	timeout
06-21 12:43	BTC	Buy	64283.2→64030.8	-2.38	timeout
06-21 05:43	BTC	Buy	63853.2→64319.8	+3.20	timeout
06-20 13:28	BTC	Buy	63453.2→63271.8	-1.90	timeout
06-20 07:28	BTC	Buy	62963.1→63718.8	+5.55	timeout
06-20 01:27	BTC	Buy	62728.1→63396.8	+4.88	timeout
06-19 19:23	BTC	Buy	62730.1→62964.9	+1.41	timeout
06-19 13:45	BTC	Buy	62886.1→63068.8	+1.05	timeout
06-19 07:27	BTC	Buy	62772.1→62760.9	-0.52	timeout
06-19 01:55	BTC	Buy	64105.2→62998.8	-9.02	timeout
06-18 19:51	BTC	Buy	64423.2→62921.9	-12.02	timeout
06-18 13:42	BTC	Buy	64584.2→63903.8	-5.71	timeout
06-18 07:26	BTC	Buy	64754.2→64221.8	-4.55	timeout
06-18 01:16	BTC	Buy	65019.3→64679.8	-3.09	timeout
06-17 19:16	BTC	Buy	65677.3→65196.7	-4.13	timeout
06-17 13:03	BTC	Buy	65770.3→65012.7	-6.24	timeout
06-17 07:04	BTC	Buy	65684.3→65565.7	-1.37	timeout
06-17 01:01	BTC	Buy	66390.3→65707.7	-5.62	timeout
06-16 19:00	BTC	Buy	66404.3→65792.7	-5.09	timeout
06-16 04:16	BTC	Buy	67193.4→66104.7	-8.53	timeout
06-15 22:13	BTC	Buy	65730.3→66396.7	+4.59	timeout
06-15 16:02	BTC	Buy	65852.3→67142.6	+9.35	timeout
06-15 07:28	BTC	Buy	63787.2→65965.7	+16.62	timeout
06-14 23:18	BTC	Buy	64528.2→65577.7	+7.66	timeout
06-14 17:16	BTC	Buy	64349.2→63943.8	-3.63	timeout
06-14 11:14	BTC	Buy	64426.2→64520.8	+0.28	timeout
06-14 05:13	BTC	Buy	63944.2→64315.8	+2.47	timeout
06-13 22:44	BTC	Buy	63849.2→64478.8	+4.47	timeout
06-13 16:43	BTC	Buy	63593.2→64032.8	+3.01	timeout
06-13 09:34	BTC	Buy	63514.2→63801.8	+1.77	timeout
06-12 23:25	BTC	Buy	63845.2→63460.8	-3.48	timeout
06-12 17:41	BTC	Buy	63336.2→63788.8	+3.12	timeout
06-12 11:35	BTC	Buy	63475.2→63647.8	+0.87	timeout
06-12 05:35	BTC	Buy	63201.2→63436.8	+1.39	timeout
06-11 19:06	BTC	Buy	62629.1→63457.8	+6.10	timeout
06-11 04:01	BTC	Buy	62534.1→62601.9	+0.02	timeout
06-10 20:19	BTC	Buy	61601.1→61816.9	+1.27	timeout
06-10 03:09	BTC	Buy	61648.1→62016.9	+2.59	timeout
06-09 19:43	BTC	Buy	63180.2→61839.9	-11.10	timeout
06-09 08:22	BTC	Buy	63246.2→62860.9	-3.50	timeout
06-09 02:12	BTC	Buy	63841.2→62738.9	-9.08	timeout
06-08 20:06	BTC	Buy	63154.2→63395.8	+1.45	timeout
06-08 14:01	BTC	Buy	63118.2→63746.8	+4.51	timeout
06-08 01:58	BTC	Buy	61730.1→63144.8	+10.98	timeout
06-07 22:15	BTC	Buy	61528.1→64229.8	+21.51	take_profit
06-07 19:49	BTC	Buy	62230.1→61358.9	-7.43	timeout
06-07 13:49	BTC	Buy	61452.1→61679.9	+1.39	timeout
06-07 07:42	BTC	Buy	60560→62191.9	+13.04	timeout
06-07 01:34	BTC	Buy	60756→61523.9	+5.84	timeout
06-06 10:17	BTC	Buy	61498.1→60640	-7.45	timeout
06-06 03:22	BTC	Buy	60685→60820	+0.66	timeout
06-05 15:41	BTC	Buy	62573.1→60027	-20.78	stop_loss
06-05 15:39	BTC	Buy	62721.1→60169.9	-20.78	stop_loss
06-05 09:18	BTC	Buy	63612.2→62999.8	-5.25	timeout
06-05 03:51	BTC	Buy	63791.2→62786.9	-8.29	timeout
06-04 21:43	BTC	Buy	62887.1→63359.8	+3.32	timeout
06-04 17:01	BTC	Buy	64171.2→63512.8	-5.62	timeout
06-04 01:22	BTC	Buy	65358.3→62705.5	-20.74	stop_loss
06-03 23:48	BTC	Buy	66900.3→64185.7	-20.74	stop_loss
06-03 16:41	BTC	Buy	66383.3→65939.7	-3.82	timeout
06-03 11:34	BTC	Buy	66560.3→67161.6	+4.00	timeout
06-03 04:08	BTC	Buy	67496.4→66314.7	-9.21	timeout
06-02 15:26	BTC	Buy	70167.5→67320	-20.75	stop_loss
06-02 14:22	BTC	Buy	70947.5→68062.5	-20.80	stop_loss
06-02 08:01	BTC	Buy	71568.6→70071.5	-10.95	timeout
06-01 03:21	BTC	Buy	73673.7→73906.3	+1.09	timeout
05-31 19:07	BTC	Buy	73972.7→73578.3	-3.15	timeout
05-29 19:49	BTC	Buy	73377.7→73619.3	+1.18	timeout
05-29 02:39	BTC	Buy	72904.6→73430.3	+3.09	timeout

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

-210.24

total pnl ($)

-44.0 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	95	48%	-44.0	-210.24

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 14:36	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…